+539.2%
ISRG vs CMS
+140.2%
+399.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.8% | +0.2% |
| 7D | -2.0% | +1.7% | -3.8% | -2.7% |
| 30D | +5.6% | +6.2% | -0.6% | +3.0% |
| 3M | +10.5% | +0.6% | +9.9% | +10.2% |
| 6M | +2.6% | -1.8% | +4.4% | +3.1% |
| YTD | -21.7% | +3.8% | -25.5% | -23.4% |
| 1Y | -21.6% | -1.8% | -19.8% | -21.5% |
| 3Y | +57.0% | +39.8% | +17.2% | +31.3% |
| 5Y | +25.0% | +37.1% | -12.1% | +4.1% |
| All | +539.2% | +140.2% | +399.0% | +376.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CMS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling